+186.8%
SO vs D
+42.1%
+144.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.8% |
| 30D | +8.6% | +10.7% | -2.1% | +0.8% |
| 3M | +1.8% | +2.3% | -0.5% | 0.0% |
| 6M | +3.6% | +12.5% | -8.9% | -5.3% |
| YTD | +9.9% | +20.1% | -10.1% | -4.3% |
| 1Y | +5.7% | +15.6% | -9.8% | -5.5% |
| 3Y | +52.5% | +75.2% | -22.7% | -2.2% |
| 5Y | +77.3% | +14.6% | +62.7% | +56.3% |
| 10Y | +186.8% | +43.8% | +143.0% | +110.6% |
| All | +186.8% | +42.1% | +144.6% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling